+139.3%
IAU vs JEPI
+41.5%
+97.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -2.0% | -1.0% | -1.0% | -1.8% |
| 30D | -1.5% | -1.4% | -0.1% | -1.2% |
| 3M | +3.3% | +3.5% | -0.3% | +2.5% |
| 6M | -16.2% | +1.9% | -18.2% | -16.6% |
| YTD | +0.7% | +4.4% | -3.8% | -0.1% |
| 1Y | +19.2% | +7.2% | +12.0% | +17.8% |
| 3Y | +124.4% | +29.8% | +94.6% | +114.9% |
| All | +139.3% | +41.5% | +97.8% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JEPI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling